+239.3%
KDP vs EMR
+319.4%
-80.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.1% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | +16.3% | +4.8% | +11.6% | +15.1% |
| 3M | +24.0% | +7.5% | +16.5% | +21.9% |
| 6M | +30.0% | +20.9% | +9.1% | +24.3% |
| YTD | +36.1% | +29.2% | +6.9% | +27.3% |
| 1Y | +46.8% | +33.0% | +13.9% | +36.4% |
| 3Y | +30.5% | +109.8% | -79.3% | +5.8% |
| 5Y | +17.9% | +91.9% | -74.0% | -3.3% |
| 10Y | +239.3% | +301.5% | -62.2% | +136.3% |
| All | +239.3% | +319.4% | -80.2% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling